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positive_eps_streak on TUCOWS INC /PA/ (TCX)
SIC 7374 — Services-Computer Processing & Data Preparation · CIK 909494 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on TCX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-01 | 2022-03-01 | +3.04% | -2.93% | +9.35% | -32.31% | -66.98% |
| FY2020 | 2021-03-03 | 2021-03-03 | -4.83% | -6.08% | -9.76% | -8.73% | -20.97% |
| FY2019 | 2020-03-04 | 2020-03-04 | -1.23% | -10.20% | -11.62% | +15.01% | +56.48% |
| FY2018 | 2019-03-05 | 2019-03-05 | -0.35% | -0.18% | +4.92% | -21.55% | -32.19% |
| FY2017 | 2018-03-06 | 2018-03-06 | +1.87% | +5.78% | +0.53% | +11.48% | +35.02% |
| FY2016 | 2017-03-08 | 2017-03-08 | -0.96% | +2.78% | +9.94% | +25.11% | +23.08% |
| FY2015 | 2016-03-09 | 2016-03-09 | +0.36% | +0.00% | -0.77% | +7.45% | +110.68% |
| FY2014 | 2015-03-11 | 2015-03-11 | +0.57% | -1.04% | -2.03% | +45.85% | +15.18% |
| FY2013 | 2014-03-18 | 2014-03-18 | -1.65% | -6.97% | -1.29% | -1.80% | +36.28% |
| FY2012 | 2013-03-15 | 2013-03-15 | -2.30% | +0.00% | +1.72% | +0.57% | +98.99% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.